This is a fantastics idea. ‘thinking’ over at RFC posted how to make wax pellets for an airgun. Perfect for shooting bugs indoors!
All you need a some wax, a lighter ,some putty for a mold and a pelet.
WARNING: If you plan on shooting an airgun in your house, I recommend cleaning the airgun first to remove any lead. I check myself for lead poisoning every so often.
Read the tutorial here.